scientific article; zbMATH DE number 3665982

MaRDI QIDQ3862863zbMATH OpenFDO

Authors Johann Pfanzagl

Publication date 1979

zbMATH Keywords

asymptotic studentizationasymptotically efficient estimatorEdgeworth-expansionfirst order efficiencysecond order efficiency

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12)

Cited in

(8)

• Second-order optimality of randomized estimation and test procedures
• A third-order optimum property of the maximum likelihood estimator
• More higher-order efficiency: Concentration probability
• Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh
• Second order asymptotics in nonlinear regression
• Willem van Zwet's research
• An expansion for the maximum likelihood estimator of location and its distribution function
• Comparison of tests in the multiparameter case. I. Second-order power

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